Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143049.5628 | 106889.8558 | 36159.707 | 186908.0767 | 143805.3799 | 43102.6968 |
Total P&L (%) | 143.0496 | 106.8899 | 36.1597 | 186.9081 | 143.8054 | 43.1027 |
Avg Daily Profit (%) | 0.2747 | 0.2052 | 0.0694 | 0.2026 | 0.1713 | 0.0688 |
Buy And Hold Return (%) | 37.9971 | 37.9971 | 37.9971 | 37.9971 | 37.9971 | 37.9971 |
Max Trade Drawdown | -77113 | -68123 | -10956 | -196821 | -170770 | -30371 |
Profit Factor | 1.6295 | 1.6014 | 1.7305 | 1.362 | 1.3565 | 1.3818 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 56.0976 | 52.459 | 59.6774 | 56.0976 | 52.459 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.2753 | 1.4513 | 1.1693 | 1.0659 | 1.2293 | 0.9337 |
Largest Winning Trade | 35561 | 35561 | 7081 | 81713 | 81713 | 15084 |
Largest Losing Trade | -23398 | -23398 | -6453 | -75378 | -75378 | -22224 |
Avg Bars in Trades | 194 | 374 | 17 | 194 | 374 | 17 |
Avg Bars in Winners | 214 | 442 | 17 | 214 | 442 | 17 |
Avg Bars in Losers | 168 | 298 | 18 | 168 | 298 | 18 |
Bars Traded | 23939 | 22837 | 1102 | 23939 | 22837 | 1102 |
Profit Streak | 16.5935 | 24.406 | 16.5935 | 16.5935 | 24.406 | 16.5935 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339064 | -154157 | -416488 | 299419 | -155074 | -378726 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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